Preheat oven to 425 degrees. Line a baking sheet with parchment paper.
To make the fries, cut polenta tube in half, then cut each half into 16 fry shapes (so 32 fries altogether).In a small glass bowl, melt the coconut oil in the microwave.
Place polenta fries on a baking sheet lined with parchment paper, and brush coconut oil onto fries. Bake for 45 minutes, or until light brown and crispy, turning them 2-3 times while baking so they crisp on each side.
While the fries are baking, combine the rosemary, salt and pepper, and parmesan cheese and set aside in a small bowl.
Remove fries from oven when done. Place them on a serving dish and sprinkle the parmesan cheese mixture on top.